+54.6%
TER vs JBHT
+17.1%
+37.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +3.0% |
| 7D | -20.5% | -1.6% | -18.9% | -19.5% |
| 30D | -47.0% | -2.3% | -44.7% | -46.3% |
| 3M | -43.3% | -18.5% | -24.8% | -36.7% |
| 6M | -42.9% | -11.3% | -31.6% | -40.0% |
| YTD | +12.9% | +12.6% | +0.3% | +3.3% |
| 1Y | +18.2% | +29.8% | -11.6% | -0.5% |
| 3Y | +151.8% | +28.1% | +123.7% | +104.6% |
| All | +54.6% | +17.1% | +37.5% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling